Losing employer insurance, where should I look? - 3 months and counting

I have 6 weeks left on my current insurance and I am comparing options. I am in Richmond, in case local advice matters. I do not want a gap in coverage. What did you choose and how was the process?

Thanks for writing this out. I went through something close to it 3 months ago, and it settled down once I kept a simple log of every call and form.